+110.9%
MO vs IJR
+172.1%
-61.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.3% | +0.1% |
| 7D | +0.1% | -2.2% | +2.3% | +0.9% |
| 30D | +7.1% | -4.6% | +11.7% | +8.8% |
| 3M | -2.0% | +0.2% | -2.2% | -2.2% |
| 6M | +7.3% | +14.7% | -7.4% | +1.8% |
| YTD | +23.5% | +18.9% | +4.6% | +15.4% |
| 1Y | +11.0% | +19.9% | -8.9% | +3.2% |
| 3Y | +95.0% | +53.0% | +42.0% | +60.3% |
| 5Y | +100.6% | +40.9% | +59.8% | +67.9% |
| All | +110.9% | +172.1% | -61.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IJR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling